ProxyOptionletVolatility Class Reference

Inheritance diagram for ProxyOptionletVolatility:

Public Member Functions
	ProxyOptionletVolatility (const QuantLib::Handle< OptionletVolatilityStructure > &baseVol, const boost::shared_ptr< QuantLib::IborIndex > &baseIndex, const boost::shared_ptr< QuantLib::IborIndex > &targetIndex, const QuantLib::Period &baseRateComputationPeriod=0 *QuantLib::Days, const QuantLib::Period &targetRateComputationPeriod=0 *QuantLib::Days)
QuantLib::Rate	minStrike () const override
QuantLib::Rate	maxStrike () const override
QuantLib::Date	maxDate () const override
const QuantLib::Date &	referenceDate () const override
VolatilityType	volatilityType () const override
Real	displacement () const override
Calendar	calendar () const override